Changepoint Detection by the Quantile LASSO Method
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s42519-019-0078-z.pdf
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5. Ciuperca G (2016) Adaptive LASSO model selection in a multiphase quantile regression. Statistics 50(5):1100–1131
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